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An exit-time approach to $ε$-entropy

M. Abel·L. Biferale·M. Cencini·M. Falcioni·D. Vergni·A. Vulpiani
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Abstract

An efficient approach to the calculation of the $ε$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations are larger than a certain threshold $ε$, i.e., by looking at the exit-time statistics. The practical and theoretical advantages of our method with respect to the usual one are shown by the examples of a deterministic map and a self-affine stochastic process.

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BibTeXRIS

M. Abel, L. Biferale, M. Cencini, M. Falcioni, D. Vergni, A. Vulpiani. 1999-12-03. An exit-time approach to $ε$-entropy. https://doi.org/10.1103/physrevlett.84.6002

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